Cloud HPC Engineer

Thrive It Systems Ltd โ€” Poland ยท Posted ~6 hours ago

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Description

We are seeking a visionary Cloud HPC Engineer to lead the development and operation of our global pricing grid This is the engine room of our risk system You will be responsible for deploying scaling and optimizing the computational factory that runs our most complex pricing models at an unprecedented scale on public cloud platforms like AWS and GCP Your Role and Impact As the lead for the Pricing Engine you are the master of massive scale computation You will take the sophisticated pricing models developed by our top quants and operationalize them on a colossal grid Your primary mission is to ensure that millions of trades can be revalued against thousands of historical market scenarios with extreme speed efficiency and rock-solid stabilityYour impact is at the core of our risk valuation capability You will architect the system that answers the most fundamental question in risk What is it worth right now under this scenario The performance and reliability of the platform you build will directly determine the firms ability to manage risk and meet its most critical regulatory obligations Key Responsibilities Architect build and manage a massive scale distributed compute grid on public cloud platforms AWS GCP for running financial pricing modelsDesign and implement the orchestration layer responsible for distributing millions of pricing tasks efficiently across hundreds of thousands of CPUGPU coresDeploy manage and version control a diverse library of quantitative pricing models ensuring they run optimally in a distributed environmentObsessively monitor and optimize the performance cost and resource utilization of the cloud grid driving continuous efficiency improvementsCollaborate with quantitative development teams to seamlessly integrate new and updated pricing models into the production gridEngineer the data logistics to ensure that the correct market data trade data and model configurations are available for every calculation at runtimeEnsure the pricing engine is highly available resilient and capable of meeting stringent recovery time objectives What Were Looking For 10 years of professional experience with a proven track record of designing building and running applications on massive scale compute gridsExpert level hands-on experience with at least one major public cloud provider AWS or GCP including their batch processing container and serverless offeringsDeep expertise in containerization and orchestration technologies Docker KubernetesStrong programming skills in languages common to high-performance computing such as C and PythonPrior experience in a similar role within the financial industry eg running largescale Monte Carlo simulations VaR calculations or XVA pricing grids is highly desirableA degree in Computer Science Engineering or a related technical fieldA strong background in distributed systems performance tuning and infrastructure as code principlesExceptional problem-solving skills with an ability to diagnose and resolve complex issues in a high-pressure largescale environmentExcellent communication skills and the ability to work effectively with quantitative research trading and risk management teams Skills: Docker, Kubernetes